+0.9%
MCHP vs BURL
-7.8%
+8.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -1.6% | -8.4% | -9.7% |
| 7D | -24.6% | +4.1% | -28.6% | -24.9% |
| 30D | -25.2% | -9.5% | -15.7% | -23.8% |
| 3M | -21.1% | -33.5% | +12.5% | -15.1% |
| 6M | -42.7% | -22.1% | -20.6% | -40.5% |
| YTD | -6.9% | -14.6% | +7.7% | -4.4% |
| 1Y | +0.9% | -8.4% | +9.2% | +3.2% |
| All | +0.9% | -7.8% | +8.7% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling